In compressors, a large amount of heat is generated, for example, at the time of air compression. This causes the temperature of compressed air to rise. Compressed air may be used at high temperature, however, generally it is cooled to close-to-ambient temperature and also dehumidified for its use. Also, in compressors, oil or water may be used for lubrication or cooling, and the oil or water heated to a high temperature is cooled. The heat generated in compressors in this manner is exhausted through compressed air, oil, water, or the like. As one of the devices for recovering such exhaust heat, a device with thermoelectric conversion elements installed in a compressor body and discharge piping has been proposed (for example, see Japanese Published Unexamined Patent Application No. 2006-125302). According to the related art disclosed in Japanese Published Unexamined Patent Application No. 2006-125302, heat from high-temperature portions such as the compressor body and the discharge piping is converted to electric power by the thermoelectric conversion elements, and the voltage is converted through a regulator so as to supply power to auxiliary devices such as a cooling fan and an oil pump.